+75.8%
XOP vs FICO
+81.4%
-5.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -14.7% | -0.9% | -13.8% | -14.6% |
| 30D | -7.7% | +3.3% | -11.0% | -8.3% |
| 3M | +4.4% | -31.7% | +36.2% | +7.6% |
| 6M | +3.5% | -34.0% | +37.5% | +6.1% |
| YTD | +39.4% | -58.3% | +97.7% | +52.1% |
| 1Y | +39.8% | -57.9% | +97.7% | +52.1% |
| 3Y | +29.7% | -24.1% | +53.7% | +21.7% |
| All | +75.8% | +81.4% | -5.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling